+1,881.0%
AEM vs PAAS
+971.0%
+909.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.5% |
| 7D | +15.8% | +8.4% | +7.4% | +10.5% |
| 30D | +6.2% | -7.2% | +13.4% | +11.3% |
| 3M | +14.3% | -14.0% | +28.4% | +25.2% |
| 6M | +1.4% | -26.8% | +28.2% | +22.1% |
| YTD | +13.7% | -19.8% | +33.5% | +29.1% |
| 1Y | +21.3% | +22.8% | -1.5% | +6.1% |
| 3Y | +309.9% | +183.6% | +126.3% | +105.6% |
| 5Y | +301.0% | +73.8% | +227.1% | +159.5% |
| 10Y | +344.0% | +185.6% | +158.5% | +75.8% |
| All | +1,881.0% | +971.0% | +909.9% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling